Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798)
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scientific article; zbMATH DE number 6474661
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| English | Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach |
scientific article; zbMATH DE number 6474661 |
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Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (English)
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21 August 2015
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multi-period portfolio selection
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multi-period mean-variance formulation
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stochastic control
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cardinality constraint
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market timing
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